How to stop the itch from sand fly bites?

Antihistamines. Try first topical calamine or caladryl lotions or eurax, may try Benadryl (diphenhydramine) spray and or oral antihistamines like allegra, Claritin or zyrtec during the day or benadry, chlortrimeton at night if you don't have contraindications ( narrow angle glaucoma, bladder retention etc) . Bite from insects may infect the skin with bacteria requiring antibiotics if there is redness, warmth, drainage, or fever.
Avoid if possible. Avoid if possible with long pants/socks/long sleeves and perhaps bug spray. To treat try Benadryl (diphenhydramine) cream or Hydrocortisone cream. Be careful with the Hydrocortisone cream as it can slightly increase infection risk, so keep affected areas clean and try not to dig and scratch them!
Benadryl (diphenhydramine) Oral Benadryl (diphenhydramine) (diphen hydramine) will help itching although it may make you sleepy. Topically, you can try some Hydrocortisone cream. You can get both without a prescription.